Search Results - "Epperson, James F."

A Generalized Valuation Model for Fixed-Rate Residential Mortgages by Kau, James B., Keenan, Donald C., Muller, Walter J., Epperson, James F.

“…This paper uses option pricing techniques to rationally price mortgage instruments subject to both default and prepayment risk. Attention is given to…”
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A Kernel-Based Method for the Approximate Solution of Backward Parabolic Problems by Ames, Karen A., Epperson, James F.

“…A method for approximating the solution of self-adjoint parabolic equations backwards in time is presented. The technique uses the Green's function of the…”
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A comparison of regularizations for an ill-posed problem by Ames, Karen A., Clark, Gordon W., Epperson, James F., Oppenheimer, Seth F.

“…We consider numerical methods for a ``quasi-boundary value'' regularization of the backward parabolic problem given by \[ \left{ \begin{array}{ll} u_t+Au=0, &…”
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The valuation at origination of fixed-rate mortgages with default and prepayment by Kau, James B., Keenan, Donald C., Muller, Walter J., Epperson, James F.

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The Valuation and Analysis of Adjustable Rate Mortgages by Kau, James B, Keenan, Donald C, Muller, Walter J, Epperson, James F

“…Securities whose payoffs depend upon the actual path of the underlying state variables pose problems for standard backward-valuation techniques. In this paper,…”
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Analysis and Implementation of an Oxygen Absorption Model by Epperson, James F.

“…We study steady-state models of oxygen diffusion in living tissue. Existence and uniqueness are proved in the simplest case, and numerical methods and examples…”
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On the Use of Iteration Methods for Approximating the Natural Logarithm by Epperson, James F.

“…The computation of some elementary functions by iteration is discussed. An interesting application that brings together several aspects of an introductory…”
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Finite Element Methods for a Class of Nonlinear Evolution Equations by Epperson, James F.

“…A finite element approximation is presented for a class of nonlinear parabolic evolution equations, which includes the Stefan problem in enthalpy form…”
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Option Theory and Floating-Rate Securities with a Comparison of Adjustable- and Fixed-Rate Mortgages by Kau, James B., Keenan, Donald C., Muller, Walter J., Epperson, James F.

“…This article demonstrates how to value floating-rate securities, in particular adjustable-rate mortgages (ARMs), in the presence of default. The problem is not…”
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On the Runge Example by Epperson, James F.

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Pricing commercial mortgages and their mortgage-backed securities by Kau, James B., Keenan, Donald C., Muller, Walter J., Epperson, James F.

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On the Use of Iteration Methods for Approximating the Natural Logarithm by Epperson, James F.

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On the Runge Example by Epperson, James F.

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Lee's slave-makers by Epperson, James F

“…The high-water mark of the Confederacy coincided with a tragic low ebb in military conduct--the arrest and enslavement of black people in Pennsylvania…”
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Litigation: A Credit Manager's Last Resort by EPPERSON, JAMES F

“…One of the worst nightmares for any credit manager, and perhaps the hardest to explain to upper management, is having a customer who cannot or will not pay you…”
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An Error Estimate for Changing the Stefan Problem by Epperson, James F.

“…It is shown that the solution of a particular nonlinear parabolic PDE approaches (in L2-norm) the solution of the Stefan problem, as a parameter goes to zero…”
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Louisiana Lien Law Change by EPPERSON, JAMES F, WHITE, III, FRANCIS R

“…The 1999 Louisiana legislature passed what appear to be minor amendments to the Private and Public Works Act, which govern the filing of liens. In reality, the…”
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